-3.0%
NXT vs S
+29.4%
-32.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.3% | -0.7% | -7.1% |
| 7D | -6.0% | +4.1% | -10.1% | -5.8% |
| 30D | +5.4% | -7.2% | +12.6% | +4.9% |
| 3M | -9.7% | 0.0% | -9.7% | -9.6% |
| 6M | -25.3% | +41.6% | -67.0% | -21.9% |
| YTD | +7.5% | +48.6% | -41.1% | +15.8% |
| 1Y | -3.0% | +30.0% | -33.1% | +8.1% |
| All | -3.0% | +29.4% | -32.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling